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Ngme bivariate model specification

Source: R/complex-models.R
bv.Rd

Giving 2 sub_models, build a correlated bivariate operator based on K = D(theta, rho) $$D(\theta, \rho) = \begin{pmatrix} \cos(\theta) + \rho \sin(\theta) & -\sin(\theta) \sqrt{1+\rho^2} \\ \sin(\theta) - \rho \cos(\theta) & \cos(\theta) \sqrt{1+\rho^2} \end{pmatrix}$$

Usage

bv(
  mesh,
  sub_models,
  theta = 0,
  rho = 0,
  c1 = 1,
  c2 = 1,
  share_param = FALSE,
  fix_theta = FALSE,
  use_c_param = FALSE
)

Arguments

mesh

the mesh where model is defined

sub_models

a list of sub_models (total 2 sub_models)

theta

the rotation parameter (starting point should be from -pi/4 to pi/4)

rho

the parameter related to correlation

c1

scaling factor for the first sub-model (default: 1)

c2

scaling factor for the second sub-model (default: 1)

share_param

TRUE if share the same parameter for 2 sub_models (of same type)

fix_theta

TRUE if fix the theta of bv model

use_c_param

TRUE to estimate c1 and c2 as parameters, FALSE to fix them at specified values (default: FALSE)

Value

a ngme_operator of bivariate model

Details

The bivariate model combines two sub-models with a rotation matrix D and optional scaling factors c1 and c2. When use_c_param = TRUE, c1 and c2 are estimated as parameters (on log scale). When use_c_param = FALSE (default), c1 and c2 are fixed at their specified values (both default to 1).